+105.3%
FAST vs NVT
+201.4%
-96.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +8.0% | -7.8% | -1.5% |
| 7D | +2.1% | -15.7% | +17.8% | +5.2% |
| 30D | +6.9% | -36.6% | +43.5% | +16.8% |
| 3M | +4.8% | -34.8% | +39.7% | +13.3% |
| 6M | +19.8% | -38.2% | +58.0% | +30.1% |
| YTD | +34.9% | +4.8% | +30.1% | +25.8% |
| 1Y | +32.8% | -2.8% | +35.6% | +26.1% |
| 3Y | +93.7% | +119.5% | -25.8% | +28.1% |
| All | +105.3% | +201.4% | -96.1% | +10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded NVT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling